On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Exact finite-dimensional filters for certain diffusions with nonlinear drift / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4749054 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5657423 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the optimal filtering of diffusion processes / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-6911(82)80044-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2085495436 / rank | |||
Normal rank | |||
Latest revision as of 10:35, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On measure transformations for combined filtering and parameter estimation in discrete time |
scientific article |
Statements
On measure transformations for combined filtering and parameter estimation in discrete time (English)
0 references
1982
0 references
discrete-time stochastic systems
0 references
nonlinear filtering
0 references
parameter estimation
0 references
measure transformation
0 references
Zakai equation
0 references
0 references
